Abstract :
The aim of this study is empirically examine in the influence of return on equity,
operating cash flow, quality of earnings, sensitivity of inflation and sensitivity of
interest rates to return stock companies listed on the stock exchange from 2012-
2014. The population this study are all financial data companies listed on the
Stock Exchange in the period 2012-2014. Sampling method used in this research
is purposive sampling method. The sample used in this study were 83 companies
listed on the Stock Exchange in the period 2012-2014. The data used are
secondary data from IDX. The analysis technique used is multiple linear
regression. Based on the result of the t test calculations have been done, return on
equity (ROE) has no effect on stock returns, operating cash flow has no effect on
stock returns, earnings quality effect on stock returns, the sensitivity of inflation
has no effect on stock returns and the sensitivity of interest rates has no effect on
stock returns.
Keywords : Stock Return, ROE, Operating Cash Flow, Earnings Quality,
Sensitivity of Inflation, Sensitivity of Interest Rates